V-Lab
iShares China Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.57% (-0.66%)
Analysis last updated: Thursday, April 18, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 11.94 | |
| 0.0840 | 28.02 | |
| 0.9009 | 280.66 | |
| 0.4468 | 13.82 |
Estimation Period:
Oct 8, 2004 to Apr 12, 2024
Oct 8, 2004 to Apr 12, 2024
News Impact Curve
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